+177.8%
XLE vs HLT
+590.2%
-412.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.7% | -1.6% | +3.3% | +2.4% |
| 30D | +6.7% | -5.0% | +11.8% | +9.1% |
| 3M | +14.9% | -10.4% | +25.3% | +20.1% |
| 6M | +15.9% | +3.2% | +12.7% | +12.1% |
| YTD | +47.7% | +6.7% | +41.0% | +40.0% |
| 1Y | +50.7% | +10.3% | +40.5% | +40.0% |
| 3Y | +57.9% | +99.3% | -41.5% | +6.2% |
| 5Y | +227.0% | +143.7% | +83.3% | +86.8% |
| All | +177.8% | +590.2% | -412.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling